The correct answer is the third one: They are both heterozygous for the trait
If dominant allele: A
If recessive allele: a
A heterozygotic person has this genotype: Aa
A homozygotic dominant person has this genotype: AA
A homozygotic recessive person has this genotype: aa
They need to be both heterozygotic (Aa x Aa) for them to have a daughter who is recessive, while NOT having the trait themselves. By crossing their genotypes, there is 25% chance for them to have someone recessive for the trait (which they do, it's the daughter #10).